+2,091.2%
CAT vs DXCM
+2,696.7%
-605.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.8% | -5.7% |
| 7D | -14.5% | +5.7% | -20.1% | -15.2% |
| 30D | -35.7% | +1.3% | -37.0% | -36.0% |
| 3M | -36.3% | +2.2% | -38.5% | -36.7% |
| 6M | -38.5% | +42.0% | -80.5% | -42.2% |
| YTD | -2.5% | +27.3% | -29.8% | -7.0% |
| 1Y | -1.9% | +42.5% | -44.4% | -7.9% |
| 3Y | +139.2% | -13.3% | +152.5% | +131.6% |
| 5Y | +192.1% | -46.8% | +239.0% | +195.1% |
| 10Y | +732.3% | +445.8% | +286.5% | +428.1% |
| All | +2,091.2% | +2,696.7% | -605.5% | +697.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling